V-Lab
REX AI EQ Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
16.66%
decreased by 0.30%
1 Week
16.98%
increased by 0.02%
1 Month
17.81%
increased by 0.85%
Analysis last updated: Friday, July 24, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 4, 2024 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1938 | 3.66*** |
α ARCH Response to squared shocks | 0.1547 | 3.40*** |
β GARCH Volatility persistence | 0.7810 | 12.84*** |
Spline Coefficients
K=1
| γ1 | 0.1006 | 0.87 |
Persistence:
0.936
Half-life:
10 days
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